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Exercise 1364Topology › Topology of Mn(ℝ) › Density and closuresL3Added 6 Nov 2026

The closure of the Hurwitz matrices

#Hurwitz#stability#spectrum#closure

Statement

A matrix is *Hurwitz* if all its eigenvalues have strictly negative real part. Show that the closure of the set H\mathcal{H} of Hurwitz matrices is {A:Re⁡λ≤0 for all λ∈spec⁡A}\{A:\operatorname{Re}\lambda\le0\text{ for all }\lambda\in\operatorname{spec}A\}.

Hint

For "⊆\subseteq", eigenvalues of AA are limits of eigenvalues of AkA_k. For "⊇\supseteq", shift: A−εIA-\varepsilon I.

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Solution

Let K={A:Re⁡λ≤0 ∀λ∈spec⁡A}\mathcal{K}=\{A:\operatorname{Re}\lambda\le0\ \forall\lambda\in\operatorname{spec}A\}.

"H‾⊆K\overline{\mathcal{H}}\subseteq\mathcal{K}". Let Ak∈HA_k\in\mathcal{H}, Ak→AA_k\to A, and let μ\mu be an eigenvalue of AA. We show that μ\mu is a limit of eigenvalues of AkA_k. As in the density section: ∏i∣μ−λi(Ak)∣=∣χAk(μ)∣→∣χA(μ)∣=0\prod_i|\mu-\lambda_i(A_k)|=|\chi_{A_k}(\mu)|\to|\chi_A(\mu)|=0, so min⁡i∣μ−λi(Ak)∣→0\min_i|\mu-\lambda_i(A_k)|\to0. Pick λ(k)\lambda^{(k)} an eigenvalue of AkA_k with λ(k)→μ\lambda^{(k)}\to\mu. Since Re⁡λ(k)<0\operatorname{Re}\lambda^{(k)}<0, passing to the limit gives Re⁡μ≤0\operatorname{Re}\mu\le0. So A∈KA\in\mathcal{K}.

"K⊆H‾\mathcal{K}\subseteq\overline{\mathcal{H}}". Let A∈KA\in\mathcal{K} and ε>0\varepsilon>0. The eigenvalues of A−εIA-\varepsilon I are λ−ε\lambda-\varepsilon with λ∈spec⁡A\lambda\in\operatorname{spec}A, and Re⁡(λ−ε)≤−ε<0\operatorname{Re}(\lambda-\varepsilon)\le-\varepsilon<0. So A−εI∈HA-\varepsilon I\in\mathcal{H}, and A−εI→AA-\varepsilon I\to A as ε→0\varepsilon\to0.

Remark. H\mathcal{H} is open (continuity of eigenvalues), and K\mathcal{K} is closed; the boundary consists of matrices in K\mathcal{K} with an eigenvalue on the imaginary axis. etA→0e^{tA}\to0 for A∈HA\in\mathcal{H}: this is the stability of x′=Axx'=Ax. Lesson. Shifting by εI\varepsilon I moves the whole spectrum; it is the simplest perturbation.